Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
V. Mandrekar, U. V. Naik-NimbalkarTheory of Stochastic Processes
Vol.25 (41), no.1, 2020, pp.78-89
We prove the uniqueness of martingale solutions for stochastic partial differential equations generalizing the work in Mandrekar and Skorokhod (1998). The main idea used is to reduce this problem to the case in Mandrekar and Skorokhod using the techniques introduced in Filipović et al. (2010).
DOI: https://doi.org/10.37863/tsp-5986263728-06
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